Not only was Hader impressed with Jagger's comedic skills as the "SNL" finale host, but in the interview he dishes on what it was like to watch him perform a Stones song with The Foo Fighters at the after-party (and yes, he has the best job ever). He also talked about how sad he became upon realizing that he was acting in his last "SNL" sketch with Kristen Wiig as a cast member, and how they both almost starting cracking up during the "Californians" sketch (if you watch the video you can definitely tell).

And, of course, Hader can't do a TV interview without discussing Stefon, his beloved New York Correspondent character on "Weekend Update." You might have heard that "SNL" writer John Mulaney purposefully changes Hader's cue cards when he's playing Stefon so that his break-ups are genuine. During the finale, it was the addition of "Draggers" (dogs with short legs but long penises) to the script that caught Hader off guard and cracked him up.

In part two, below, Hader details his experience playing Andy Warhol in "Men In Black 3," including his daily four-and-a-half-hour makeup sessions with legendary makeup artist Rick Baker, the man behind the "Thriller" video, the cantina scene in "Star Wars" and other iconic films. Watch part one above.

WATCH: Part two

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Kristen Wiig's Best 'SNL' Sketches

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Always prepared.

Kristen vs. Andy

Bachmann's second attempt at a response to President Obama's State of the Union address.